pricing derivatives

About SciComp Inc.

pricing derivatives

SciComp is a leading provider of scientific computing solutions to the financial markets. Driven by customer needs in a constantly evolving marketplace, SciComp provides unique software solutions, products, expertise, and support services for the pricing and risk management of derivative instruments.

SciComp customers enjoy the business advantage of reduced development time and cost of bringing new financial products to the market; an immediate and measurable contribution to the bottom line.

Our customers rely on the expertise of our staff, our state of the art modeling methods, our patented technology, and our rapid response to changing market conditions to enhance their businesses.

SciComp and its development partners are pioneering leaders in the development and advancement of these technologies:

  • Software synthesis engines (software that writes software)
  • High-level programming languages
  • Robust, state-of-the-art algorithms and the latest financial instruments
  • Integration efficiency tools
  • Customized, off-the-shelf models

To learn more about SciComp's technology, request a login password for the SciComp Resource Center.

Home

Communicate

Watch the SciFinance Parallel Computing movie:

Webinar: Automatic GPU computing for derivative pricing models


NEWS

Reval Speeds Up Pricing Complex Instruments in the Cloud with SciFinance

"We were looking for a cost-effective and easy-to-deploy solution to improve the pricing of complex derivative instruments using PDEs or Monte Carlo simulation in our SaaS product. We found it with SciFinance and GPU-enabled models, without having to become experts in parallel coding or CUDA."

CUDA-Enabled Codes

"...the only thing you need to add to get GPGPU acceleration is literally 'CUDA'; it's a single keyword, not a fundamentally different way to formulate the math equations. This allows SciComp's customers to save even more time while also improving accuracy."

Beyond 3D